Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures

 

参考译名：高级随机模式、风险评估、组合优化：理念风险、不确定性与业绩测量
ISBN：9780470053164
编者/作者：Rachev
装帧： 精装(Hardbound)
版次：1st edition 
出版日期：2008
商品出版社：Wiley          
详细介绍：
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.  

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